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Epistemological foundations for the assessment of risks in banking and finance

Vuillemey, Guillaume - In: The journal of economic methodology 21 (2014) 2, pp. 125-138

Persistent link: https://www.econbiz.de/10010485920

An application of Altman Z-score model to analyze the bankruptcy risk : cases of multidisciplinary enterprises in Vietnam

Diep Thanh Tung; Vo Thi Hoang Phung - In: Investment management and financial innovations 16 (2019) 4, pp. 181-191

Persistent link: https://www.econbiz.de/10012177667

On risk prediction

Lönnbark, Carl - 2009

Persistent link: https://www.econbiz.de/10003833857

Three essays on financial economics

Lee, Hangyong - 2003

Persistent link: https://www.econbiz.de/10003623717

New risk management practices

Morales-Arias, Leonardo - In: The crisis and beyond, (pp. 93-107). 2009

Persistent link: https://www.econbiz.de/10003941516

Catastrophe risk models for evaluating disaster risk reduction investments in developing countries

Michel-Kerjan, Erwann; Hochrainer-Stigler, Stefan; … - 2012

Persistent link: https://www.econbiz.de/10009579806

Modelling optimal risk allocation in PPP projects using artificial neural networks

Jin, Xiao-hua; Zhang, Guomin - In: International journal of project management : the … 29 (2011) 5, pp. 591-603

Persistent link: https://www.econbiz.de/10009505711

Forecasting systemic impact in financial networks

Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - In: International journal of forecasting 30 (2014) 3, pp. 781-794

Persistent link: https://www.econbiz.de/10010515583

On the estimation of extreme values for risk assessment and management : the ACER method

Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; … - In: International journal of business 20 (2015) 1, pp. 33-51

Persistent link: https://www.econbiz.de/10010520743

The multi-faceted character of risk in maritime freight markets (Panamax) 1996 - 2012

Goulielmos, Alexandros M. - In: Spoudai : journal of economics and business 65 (2015) 1/2, pp. 67-86

The paper deals with maritime risk, which we consider important, no doubt, for ship-owners acting in volatile markets …. Traditionally, risk is measured by "standard deviation". Other risk measures like "excess kurtosis", "excess skewness", "long …-term dependence" and the "catastrophe propensity" were ignored. Risk in 1900 was based on the mathematical laws of Chance and …

Persistent link: https://www.econbiz.de/10011300238